Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2965318.9298 | -30741.405 | -2934577.5248 | -1976087.2657 | -28641995.073 | 26665907.8073 |
Total P&L (%) | -2965.3189 | -30.7414 | -2934.5775 | -1976.0873 | -28641.9951 | 26665.9078 |
Avg Daily Profit (%) | -1.593 | -0.0165 | -1.5765 | 0 | 0 | 0.3007 |
Buy And Hold Return (%) | 5286.9555 | 5286.9555 | 5286.9555 | 5286.9555 | 5286.9555 | 5286.9555 |
Max Trade Drawdown | -3131021 | -140386 | -3036308 | -49305920 | -30144868 | -23202403 |
Profit Factor | 0.1903 | 0.9157 | 0.11 | 0.9798 | 0.3636 | 1.5061 |
Total Trades | 369 | 185 | 184 | 369 | 185 | 184 |
Winning Trades | 304 | 148 | 156 | 217 | 107 | 110 |
Losing Trades | 65 | 37 | 28 | 152 | 78 | 74 |
Profitability (%) | 82.3848 | 80 | 84.7826 | 58.8076 | 57.8378 | 59.7826 |
Ratio Avg Win / Avg Loss | 0.0407 | 0.2289 | 0.0197 | 0.6863 | 0.265 | 1.0132 |
Largest Winning Trade | 17609 | 13814 | 17609 | 56152871 | 1353577 | 56152871 |
Largest Losing Trade | -2286203 | -62286 | -2286203 | -17374844 | -13877053 | -17374844 |
Avg Bars in Trades | 58 | 58 | 58 | 58 | 58 | 58 |
Avg Bars in Winners | 12 | 13 | 11 | 44 | 38 | 49 |
Avg Bars in Losers | 273 | 236 | 323 | 79 | 84 | 72 |
Bars Traded | 21574 | 10764 | 10810 | 21574 | 10764 | 10810 |
Profit Streak | 46.192 | 77.692 | 46.192 | 0 | 0 | 0 |
Trades During Streak | 7 | 8 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573128 | -574873 | -574319 | -577707 | -579348 | 382111 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|